> Some of you, old Tradestation users know that although it's >impossible to do > multimarket testing (without external software),
You can do multimarket analysis in AB .... just put different market data in one database and use Foreign() to reference different markets at the same time. Using a data provider who has all the markets makes this easy. > PS My apologies to Paul, Brian and all gifted programmers on this >list for > citing just Graham as a reference in my last post. That is very kind of you to include me in their illustrious company but I am not a gifted programmer or a consultant ... I am just an ideas man and I benefit from the exchange of ideas by joining in the discussion. Paul Ho definitely said that he is open for AFL consulting work and I am pretty certain Dingo has also indicated the same in the past. It appears that Paul and Graham are standing by with solutions for BHHIcks. BTW they are all Aussies ... there must be some others out there in other timezones. --- In [email protected], "ang_60" <ima_c...@...> wrote: > > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: > > > > As always things are much more complicated once you start thinking > > how to do that in practice. > > > > Best regards, > > Tomasz Janeczko > > amibroker.com > > > Tomasz is right, at least with me: I'm often in fault for approaching the > list without the attitude once expressed by Gilberto Benetton in the > sentence: "I love problems, because they need solutions". > > So, trying to get practical, I'm going to illustrate a simple proposal (well, > only Tomasz knows if this is simple to do in AFL ) in order to get feedback > by anyone interested. > > For me, the minimum starting point would be matching the BUY and SELL of each > system in just one AFL code. That is I can code in AFL > > Buy1 = ..; Buy2= .; Buy3= ..; > Sell1= ..; Sell2= .; Sell3= .; > > The problem is: I'm not able to match Sell1 signals with Buy1 open positions > (please let "positionscore" in rest for a moment I'm not able... I just told > you) and so on .. > > Some of you, old Tradestation users know that although it's impossible to do > multimarket testing (without external software), it's very easy to test > multisystem on one given symbol: leaving aside the position sizing for a > moment, look at the following piece of "easy language" code I think is self > explaining: > " > if .. then BUY ("Reversal Entry") at REV_Level stop; > if .. then BUY ("Break Entry") at Break_Level stop; > > > SELL ("Rev LX") from Entry ("Reversal Entry") next bar at 75 stop; > SELL from Entry ("Break Entry") this bar on Close; > " > > TS2000I allows me to run two systems: "Reversal" and "Break" because > > a) I can give an (optional) name to different entry signals; > b) I can code the two different SELL signals, letting the software know what > are the corresponding buy signals they match: in TS2000i this is done by > adding this optional part to the exit signal: "From Entry ("entry signal > name")". > c) To specify in the "property" menu (which is much like the AFL > "SetOption"): allow pyramiding only with different signals: see Jpeg file > here: http://www.filedropper.com/ts2000imultiplesystems > > > PS My apologies to Paul, Brian and all gifted programmers on this list for > citing just Graham as a reference in my last post. > I know you too are able to get Amibroker to do almost everything (except a > cup of coffee, maybe). I cited Graham because to my knowledge - he is the > only one to offer explicitly an "AFL writing" service. >
